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On Time Reversal of Piecewise Deterministic Markov Processes

Probability 2011-10-19 v1

Abstract

We study the time reversal of a general PDMP. The time reversed process is defined as X(Tt)X_{(T-t)-}, where TT is some given time and XtX_t is a stationary PDMP. We obtain the parameters of the reversed process, like the jump intensity and the jump measure.

Keywords

Cite

@article{arxiv.1110.3813,
  title  = {On Time Reversal of Piecewise Deterministic Markov Processes},
  author = {Andreas Löpker and Zbigniew Palmowski},
  journal= {arXiv preprint arXiv:1110.3813},
  year   = {2011}
}
R2 v1 2026-06-21T19:21:40.913Z